Hi Julie,
Most of your problems stem from using section breaks, and while you could
probably sort them out with the information in this page,
http://www.mvps.org/word/FAQs/Formatting/WorkWithSections.htm
Using that many section breaks will be really annoying (as you found), and
also make your document prone to corruption.
There are other ways you can put a different header on each page--the
easiest is a StyleRef field in the header, where you set the StyleRef field
to pick up the text in the main body. If your header, for instance,
duplicates a title at the top of each page, it would be very easy to use a
StyleRef field.
I'm not sure of what the other methods are, but experts checking this NG are
more familiar with them. If you can explain a little more clearly whether
the text in the headers follows any sort of pattern, they may be able to
help you set up a method that doesn't rely on section breaks.
Dayo